On Krylov’s estimates for optional semimartingales

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
M. Abdelghani ◽  
A. Melnikov ◽  
A. Pak
Keyword(s):  
Sobolev Space ◽  
Measurable Function ◽  
Diffusion Processes ◽  
Stochastic Integrals ◽  
Controlled Diffusion ◽  
Convergence Of Solutions ◽  
Change Of Variables ◽  
General Class Of Functions ◽  
Class Of Functions ◽  
Controlled Diffusion Processes

Abstract The estimates of N. V. Krylov for distributions of stochastic integrals by means of the L d {L_{d}} -norm of a measurable function are well-known and are widely used in the theory of stochastic differential equations and controlled diffusion processes. We generalize estimates of this type for optional semimartingales, then apply these estimates to prove the change of variables formula for a general class of functions from the Sobolev space W d 2 {W^{2}_{d}} . We also show how to use these estimates for the investigation of L 2 {L^{2}} -convergence of solutions of optional SDE’s.

On the convergence of difference schemes for the generalized BBM–Burgers equation

2019 ◽  
Vol 26 (3) ◽  
pp. 341-349 ◽  
Author(s):  
Givi Berikelashvili ◽  
Manana Mirianashvili
Keyword(s):  
Exact Solution ◽  
Sobolev Space ◽  
Difference Scheme ◽  
Absolute Stability ◽  
Burgers Equation ◽  
Initial Boundary ◽  
Initial Boundary Value Problem ◽  
Algebraic Equations ◽  
The Difference ◽  
Initial Boundary Value

Abstract A three-level finite difference scheme is studied for the initial-boundary value problem of the generalized Benjamin–Bona–Mahony–Burgers equation. The obtained algebraic equations are linear with respect to the values of the desired function for each new level. The unique solvability and absolute stability of the difference scheme are shown. It is proved that the scheme is convergent with the rate of order {k-1} when the exact solution belongs to the Sobolev space {W_{2}^{k}(Q)} , {1<k\leq 3} .

scholarly journals A generalization of the Itô formula

2002 ◽  
Vol 31 (8) ◽  
pp. 477-496
Author(s):  
Said Ngobi
Keyword(s):  
Sobolev Space ◽  
White Noise ◽  
Itô Formula ◽  
Ito Formula ◽  
Integrable Functions ◽  
Square Integrable Functions ◽  
White Noise Space

The classical Itô formula is generalized to some anticipating processes. The processes we consider are in a Sobolev space which is a subset of the space of square integrable functions over a white noise space. The proof of the result uses white noise techniques.

Adams Type Inequality and Application for a Class of Polyharmonic Equations with Critical Growth

2015 ◽  
Vol 15 (4) ◽  
Author(s):  
João Marcos do Ó ◽  
Abiel Costa Macedo
Keyword(s):  
Sobolev Space ◽  
Exponential Growth ◽  
Type Inequality ◽  
Critical Growth ◽  
Polyharmonic Equations ◽  
Critical Exponential Growth

AbstractIn this paper we give a new Adams type inequality for the Sobolev space W(−Δ)where the nonlinearity is “superlinear” and has critical exponential growth at infinite.

An Asymptotical Stability in Variational Sense for Second Order Systems

2010 ◽  
Vol 10 (1) ◽  
Author(s):  
Dariusz Idczak ◽  
Stanisław Walczak
Keyword(s):  
Sobolev Space ◽  
Differential System ◽  
Sufficient Conditions ◽  
Zero Solution ◽  
Second Order ◽  
Functional Parameter ◽  
Asymptotical Stability ◽  
Parameter Control ◽  
Initial Condition ◽  
Second Order Systems

AbstractIn this paper, a new, variational concept of asymptotical stability of zero solution to an ordinary differential system of the second order, considered in Sobolev space, is presented. Sufficient conditions for an asymptotical stability in a variational sense with respect to initial condition and functional parameter (control) are given. Relation to the classical asymptotical stability is illustrated.

scholarly journals Characterisation of upper gradients on the weighted Euclidean space and applications

2021 ◽  
Author(s):  
Danka Lučić ◽  
Enrico Pasqualetto ◽  
Tapio Rajala
Keyword(s):  
Euclidean Space ◽  
Sobolev Space ◽  
Radon Measure ◽  
Lipschitz Functions ◽  
Euclidean Spaces ◽  
Upper Gradient

AbstractIn the context of Euclidean spaces equipped with an arbitrary Radon measure, we prove the equivalence among several different notions of Sobolev space present in the literature and we characterise the minimal weak upper gradient of all Lipschitz functions.

Optimal L 2 -decay of solutions to a cubic dissipative nonlinear Schrödinger equation

2021 ◽  
pp. 1-13
Author(s):  
Kita Naoyasu ◽  
Sato Takuya
Keyword(s):  
Sobolev Space ◽  
Global Solution ◽  
Initial Value Problem ◽  
Trivial Solution ◽  
Decay Estimate ◽  
Weighted Sobolev Space ◽  
The Other ◽  
Initial Value ◽  
Decay Of Solutions ◽  
Dissipative Nonlinearity

This paper presents the optimality of decay estimate of solutions to the initial value problem of 1D Schrödinger equations containing a long-range dissipative nonlinearity, i.e., λ | u | 2 u. Our aim is to obtain the two results. One asserts that, if the L 2 -norm of a global solution, with an initial datum in the weighted Sobolev space, decays at the rate more rapid than ( log t ) − 1 / 2 , then it must be a trivial solution. The other asserts that there exists a solution decaying just at the rate of ( log t ) − 1 / 2 in L 2 .

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